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Reward functionals, salvage values, and optimal stopping

Citations

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Cited by:

  1. Georgiadis, George & Kim, Youngsoo & Kwon, H. Dharma, 2022. "The absence of attrition in a war of attrition under complete information," Games and Economic Behavior, Elsevier, vol. 131(C), pages 171-185.
  2. Alvarez, Luis H R & Koskela, Erkki, 2003. "On Forest Rotation under Interest Rate Variability," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 10(4), pages 489-503, August.
  3. Luis H. R. Alvarez & Teppo A. Rakkolainen, 2006. "A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions," Discussion Papers 9, Aboa Centre for Economics.
  4. Shackleton, Mark B. & Sødal, Sigbjørn, 2010. "Harvesting and recovery decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2533-2546, December.
  5. Alvarez, Luis H.R. & Koskela, Erkki, 2006. "Does risk aversion accelerate optimal forest rotation under uncertainty?," Journal of Forest Economics, Elsevier, vol. 12(3), pages 171-184, December.
  6. Jukka Lempa, 2008. "On infinite horizon optimal stopping of general random walk," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 67(2), pages 257-268, April.
  7. Luis H. R. Alvarez E., 2006. "A Class of Solvable Stopping Games," Discussion Papers 11, Aboa Centre for Economics.
  8. George Georgiadis & Youngsoo Kim & H. Dharma Kwon, 2021. "The Absence of Attrition in a War of Attrition under Complete Information," Papers 2110.12013, arXiv.org, revised Nov 2021.
  9. Dammann, Felix & Ferrari, Giorgio, 2021. "On an Irreversible Investment Problem with Two-Factor Uncertainty," Center for Mathematical Economics Working Papers 646, Center for Mathematical Economics, Bielefeld University.
  10. Alvarez, Luis H. R. & Koskela, Erkki, 2005. "Wicksellian theory of forest rotation under interest rate variability," Journal of Economic Dynamics and Control, Elsevier, vol. 29(3), pages 529-545, March.
  11. Felix Dammann & Giorgio Ferrari, 2021. "On an Irreversible Investment Problem with Two-Factor Uncertainty," Papers 2103.08258, arXiv.org, revised Jul 2021.
  12. Flavia Barsotti & Maria Elvira Mancino & Monique Pontier, 2011. "Corporate Debt Value with Switching Tax Benefits and Payouts," Working Papers - Mathematical Economics 2011-10, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  13. H. Dharma Kwon & Wenxin Xu & Anupam Agrawal & Suresh Muthulingam, 2016. "Impact of Bayesian Learning and Externalities on Strategic Investment," Management Science, INFORMS, vol. 62(2), pages 550-570, February.
  14. Jukka Lempa, 2008. "The Optimal Stopping Problem of Dupuis and Wang: A Generalization," Discussion Papers 36, Aboa Centre for Economics.
  15. Zhang, Ran & Xu, Shuang, 2014. "Optimal stopping time with stochastic volatility," Economic Modelling, Elsevier, vol. 41(C), pages 319-328.
  16. Paolo Falbo & Giorgio Ferrari & Giorgio Rizzini & Maren Diane Schmeck, 2021. "Optimal switch from a fossil-fueled to an electric vehicle," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 1147-1178, December.
  17. H. Dharma Kwon & Steven A. Lippman, 2011. "Acquisition of Project-Specific Assets with Bayesian Updating," Operations Research, INFORMS, vol. 59(5), pages 1119-1130, October.
  18. Cao, Haoyang & Dianetti, Jodi & Ferrari, Giorgio, 2021. "Stationary Discounted and Ergodic Mean Field Games of Singular Control," Center for Mathematical Economics Working Papers 650, Center for Mathematical Economics, Bielefeld University.
  19. Dayanik, Savas & Karatzas, Ioannis, 2003. "On the optimal stopping problem for one-dimensional diffusions," Stochastic Processes and their Applications, Elsevier, vol. 107(2), pages 173-212, October.
  20. Paolo Falbo & Giorgio Ferrari & Giorgio Rizzini & Maren Diane Schmeck, 2020. "Optimal switch from a fossil-fueled to an electric vehicle," Papers 2012.09493, arXiv.org.
  21. H. Dharma Kwon & Steven A. Lippman, 2019. "Acquisition of Project-Specific Assets with Bayesian Updating," Papers 1901.04120, arXiv.org.
  22. Jukka Lempa, 2020. "Some results on optimal stopping under phase-type distributed implementation delay," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 91(3), pages 559-583, June.
  23. Vadim Arkin & Alexander Slastnikov, 2015. "Real Options and Threshold Strategies," Papers 1511.00468, arXiv.org.
  24. Haoyang Cao & Jodi Dianetti & Giorgio Ferrari, 2021. "Stationary Discounted and Ergodic Mean Field Games of Singular Control," Papers 2105.07213, arXiv.org.
  25. Cannerozzi, Federico & Ferrari, Giorgio, 2024. "Cooperation, Correlation and Competition in Ergodic $N$-Player Games and Mean-Field Games of Singular Controls: A Case Study," Center for Mathematical Economics Working Papers 691, Center for Mathematical Economics, Bielefeld University.
  26. H. Dharma Kwon & Jan Palczewski, 2022. "Exit game with private information," Papers 2210.01610, arXiv.org, revised Oct 2023.
  27. Pui Chan Lon & Mihail Zervos, 2011. "A Model for Optimally Advertising and Launching a Product," Mathematics of Operations Research, INFORMS, vol. 36(2), pages 363-376, May.
  28. R. Stockbridge, 2014. "Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(1), pages 137-162, January.
  29. Jukka Lempa, 2012. "Optimal stopping with random exercise lag," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 75(3), pages 273-286, June.
  30. Alvarez, Luis H.R. & Koskela, Erkki, 2007. "Taxation and rotation age under stochastic forest stand value," Journal of Environmental Economics and Management, Elsevier, vol. 54(1), pages 113-127, July.
  31. Federico Cannerozzi & Giorgio Ferrari, 2024. "Cooperation, Correlation and Competition in Ergodic $N$-player Games and Mean-field Games of Singular Controls: A Case Study," Papers 2404.15079, arXiv.org.
  32. Dianetti, Jodi & Ferrari, Giorgio, 2023. "Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls," Stochastic Processes and their Applications, Elsevier, vol. 162(C), pages 547-592.
  33. Youngsoo Kim & H. Dharma Kwon, 2022. "Investment in the common good: free rider effect and the stability of mixed strategy equilibria," Papers 2208.11217, arXiv.org.
  34. Timothy C. Johnson, 2012. "The solution of discretionary stopping problems with applications to the optimal timing of investment decisions," Papers 1210.2617, arXiv.org.
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